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It's the wholesale swap rate - so the embedded carry in an option is a bit cheaper than you could actually borrow. All expected dividends, if any, are reflected in the Leap value. If the dividend were to change both instruments will reflect it.

The ETF's might actually be superior. Dividends are reflected in both and the erosion in the leap is the optionality and the carry. Think about it this way - buy the stock and for two years and it does nothing. Pays no dividends and it doesn't move - have you lost money? Of course, you have...

The people who use it aren't going to elaborate. Look at UBS's adoption of NEXT - Jobs second computer company - as far as I know, they are the only ones who publicized it's for their internal hedge fund. You might also want to search NEXT and the old O'Conner partnership which became the UBS...

http://www.cboe.com/delayedquote/advanced-charts?ticker=BXM It starts underperforming around 2016. Simple logic - if it's less risky over time it should underperform. It's about the risk-adjusted return. One of the major advantages BXM has is cash settlement. No portfolio to rebuild.

For folks in the UK and parts of the EU The social trading company is also scrapping management fees and will absorb stamp duty costs https://www.financemagnates.com/forex/brokers/etoro-launches-commission-free-stocks-etf-trading/?utm_source=daily_newsletter&utm_medium=email&utm_campaign=06.05.19

Why hedge? First there is legitimate commercial hedging and this could include concentrated stock. Second is retail - I want to participate in one of three directional/volatility moves and not get killed if I'm wrong. Long/short fund hedging like 120/20 - lets me leverage up a bit and still...

Three simple answers 1. Capacity far exceeds demand 2. Price war on the institutional side 3. Dodd-Frank limitations on what were the real "money making" trades The industry re-invents itself every so often - pools are the biggest source of volume - but not the biggest source of liquidity and...

The hedge-fund industry has trailed the market for 10 straight years, but our review shows that many smaller funds are doing well https://www.wsj.com/articles/in-tough-times-for-hedge-funds-these-are-the-ones-that-stand-out-11557108360?mod=hp_jr_pos3

European options?

I expect David from OneChicago may chime in at some point.

May 03, 2019 Is Institutional Interest in the Digital Markets Dead? Matthew Trudeau ErisX Follow | Share While many recent headlines may leave the impression that institutional interest in digital assets is dwindling, it is more a sign that the institutional business is hard. Firms...

January 03, 2019 07:30 AM Tastytrade, Peak6 invest $10 million in new exchange Three Chicago trading industry entrepreneurs are betting on a new futures exchange upstart aimed at retail traders. LYNNE MAREK TWEET SHARE SHARE EMAIL PRINT From left, Matt Hulsizer, Jenny Just and Tom...

The Small Exchange is talking up a US legal CFD type instrument in the US. The exchange has filed, but the Peak6 created product(s) are still in the talking phase. I suspect they are going to sit on product discussions until they are closer to having CFTC approval of the exchange. CFD's are...

Was on Billions last night as a fight attendee. Showcased a number of industry celebs.

Depending on venue and product a spread market may exist which can be superior to the natural. Not everywhere and not every market. This can also be separate from COB. MM risk transference can be muted - not eliminated with a spread so they'll price according. When physical floors were still...

Randomly selected stocks beat the picks made by last year’s Sohn Conference headliners https://www.wsj.com/articles/making-monkeys-out-of-the-sohn-investing-gurus-11557115260?mod=hp_lead_pos8

You don't need a perfect correlation in most cases. In fact, often, the more perfect the hedge - for many instruments or baskets - the more expensive. If I can hedge out 80% of a big move against me - that may be the best I can actually achieve.

https://www.finextra.com/newsarticle/33741/jaguar-land-rover-pays-car-owners-cryptocurrency-for-driving-data?utm_medium=newsflash&utm_source=2019-4-30&member=110660

https://tabbforum.com/researches/endowment-risk-management-and-return-enhancement-with-listed-index-and-etf-options/

https://www.wsj.com/articles/dark-pools-draw-more-trading-amid-low-volatility-11556886916